Covariance/Variance Statistic       package:rv       R Documentation

_D_i_s_t_r_i_b_u_t_i_o_n _o_f _t_h_e _C_o_v_a_r_i_a_n_c_e _S_t_a_t_i_s_t_i_c _o_f _a _R_a_n_d_o_m _V_e_c_t_o_r _a_n_d _A_r_r_a_y

_D_e_s_c_r_i_p_t_i_o_n:

     'cov'

_U_s_a_g_e:

       cov(x, y=NULL, ...)
       var(x, ...)

_A_r_g_u_m_e_n_t_s:

       x: an object

       y: 

     ...: further arguments passed to or from other methods

_D_e_t_a_i_l_s:

     'cov' gives the distribution (that is, a random variable object)
     of the covariance statistic, as computed by the  standard R
     function 'cov'. 

     This is implemented simply by applying the numerical  'cov'
     function to the rows of the simulation matrices of 'x' and 'y' and
     forming a new rv object from the resulting vector of simulations.

     Similarly, 'var' computes the variance.

     This has been implemented by ``trapping" the original function
     'cov' since 'cov' is not a generic method.

_V_a_l_u_e:

     A random vector or array.

_A_u_t_h_o_r(_s):

     Jouni Kerman kerman@stat.columbia.edu <URL:
     http://www.stat.columbia.edu/~kerman>

_R_e_f_e_r_e_n_c_e_s:

     Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing
     Posterior Simulations Using Random Variable Objects. Technical
     report, Columbia University, New York.

_S_e_e _A_l_s_o:

     See 'cov' for details.

_E_x_a_m_p_l_e_s:

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